+3,549.0%
LRCX vs ECHO
+197.5%
+3,351.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.1% | +3.7% | -6.8% | -3.8% |
| 30D | -8.6% | +0.7% | -9.2% | -8.7% |
| 3M | -17.7% | -27.3% | +9.6% | -12.6% |
| 6M | +36.4% | -17.0% | +53.3% | +40.5% |
| YTD | +74.5% | -14.3% | +88.9% | +77.8% |
| 1Y | +159.4% | +20.9% | +138.6% | +147.1% |
| 3Y | +361.6% | +423.0% | -61.4% | +162.4% |
| 5Y | +425.2% | +265.7% | +159.6% | +231.8% |
| All | +3,549.0% | +197.5% | +3,351.5% | +2,435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling